+60.4%
KIM vs URA
+287.0%
-226.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -1.0% | +2.9% | -3.9% | -1.7% |
| 30D | +14.8% | -10.8% | +25.6% | +17.3% |
| 3M | +8.1% | -25.5% | +33.7% | +14.6% |
| 6M | +11.7% | -41.2% | +52.9% | +24.0% |
| YTD | +30.7% | -21.3% | +52.0% | +32.1% |
| 1Y | +29.7% | -25.7% | +55.4% | +32.5% |
| 3Y | +65.1% | +43.1% | +22.0% | +30.9% |
| 5Y | +34.7% | +35.6% | -0.9% | +4.3% |
| All | +60.4% | +287.0% | -226.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling